| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,400.0 |
1,413.7 |
13.7 |
1.0% |
1,411.1 |
| High |
1,417.1 |
1,419.6 |
2.5 |
0.2% |
1,429.9 |
| Low |
1,399.4 |
1,403.6 |
4.2 |
0.3% |
1,398.1 |
| Close |
1,414.2 |
1,408.7 |
-5.5 |
-0.4% |
1,414.2 |
| Range |
17.7 |
16.0 |
-1.7 |
-9.6% |
31.8 |
| ATR |
17.6 |
17.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
102,901 |
95,948 |
-6,953 |
-6.8% |
433,342 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.8 |
1,449.8 |
1,417.5 |
|
| R3 |
1,442.8 |
1,433.8 |
1,413.0 |
|
| R2 |
1,426.8 |
1,426.8 |
1,411.8 |
|
| R1 |
1,417.8 |
1,417.8 |
1,410.3 |
1,414.3 |
| PP |
1,410.8 |
1,410.8 |
1,410.8 |
1,409.0 |
| S1 |
1,401.8 |
1,401.8 |
1,407.3 |
1,398.3 |
| S2 |
1,394.8 |
1,394.8 |
1,405.8 |
|
| S3 |
1,378.8 |
1,385.8 |
1,404.3 |
|
| S4 |
1,362.8 |
1,369.8 |
1,400.0 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.8 |
1,431.8 |
|
| R3 |
1,477.8 |
1,461.8 |
1,423.0 |
|
| R2 |
1,445.8 |
1,445.8 |
1,420.0 |
|
| R1 |
1,430.0 |
1,430.0 |
1,417.0 |
1,438.0 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,418.0 |
| S1 |
1,398.3 |
1,398.3 |
1,411.3 |
1,406.3 |
| S2 |
1,382.3 |
1,382.3 |
1,408.3 |
|
| S3 |
1,350.5 |
1,366.5 |
1,405.5 |
|
| S4 |
1,318.8 |
1,334.8 |
1,396.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.9 |
1,398.1 |
31.8 |
2.3% |
17.3 |
1.2% |
33% |
False |
False |
105,858 |
| 10 |
1,432.2 |
1,398.1 |
34.1 |
2.4% |
19.0 |
1.3% |
31% |
False |
False |
124,454 |
| 20 |
1,432.2 |
1,393.5 |
38.7 |
2.7% |
17.3 |
1.2% |
39% |
False |
False |
138,399 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
16.5 |
1.2% |
71% |
False |
False |
80,598 |
| 60 |
1,434.6 |
1,344.0 |
90.6 |
6.4% |
13.3 |
0.9% |
71% |
False |
False |
53,766 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.3% |
12.5 |
0.9% |
75% |
False |
False |
40,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.5 |
|
2.618 |
1,461.5 |
|
1.618 |
1,445.5 |
|
1.000 |
1,435.5 |
|
0.618 |
1,429.5 |
|
HIGH |
1,419.5 |
|
0.618 |
1,413.5 |
|
0.500 |
1,411.5 |
|
0.382 |
1,409.8 |
|
LOW |
1,403.5 |
|
0.618 |
1,393.8 |
|
1.000 |
1,387.5 |
|
1.618 |
1,377.8 |
|
2.618 |
1,361.8 |
|
4.250 |
1,335.5 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.5 |
1,408.8 |
| PP |
1,410.8 |
1,408.8 |
| S1 |
1,409.8 |
1,408.8 |
|